Bayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes

zbMath1238.62031arXiv0911.5357MaRDI QIDQ2883912

Mathieu Ribatet, Anthony C. Davison, Daniel Cooley

Publication date: 14 May 2012

Full work available at URL: https://arxiv.org/abs/0911.5357

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Extreme value theory; extremal stochastic processes (60G70) Numerical analysis or methods applied to Markov chains (65C40)

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